Array ( [min_enforcement_level_override] => 5 )
Option pricing with discrete time jump processes
Guégan, Dominique, (2013)
Analytical comparisons of option prices in stochastic volatility models
Henderson, Vicky, (2002)
Dispersion-constrained martingale Schrödinger problems and the exact joint S&P 500/VIX smile calibration puzzle
Guyon, Julien, (2024)
Bounds for the utility-indifference prices of non-traded assets in incomplete markets
Hobson, David G., (2005)
Robust hedging of the lookback option
Hobson, David G., (1998)
[Rezension von: Bjork, Tomas, Arbitrage theory in continuous time]
Hobson, David G., (2000)